MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement - page 28

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Today is the 19th of November. When I put the end of the interval on 20 November, I get one opt-file. November 21 - another. But they were actually created on the same interval of historical data.

Is it possible to take it into account?

 

Forum on trading, automated trading systems and trading strategy testing

MetaTrader 5 strategy tester: bugs, bugs, suggestions for improvement

fxsaber, 2019.11.11 07:07

In the optimisation opt file for all characters from Market Watch the following field is zero 
initial_deposit = 0.0

Please correct.

Corrected, but incorrectly
; Pass = 1
; initial_deposit = 9206.0
; withdrawal = 0.0
; profit = -794.0
The ending balance is written instead of the starting balance.
 
fxsaber:
Corrected, but incorrectly Instead of an initial balance, the final balance is written.

Nothing has been corrected here.

The initial deposit is taken from the header of the opt file

 
Slava:

Nothing has been corrected here.

The initial deposit is taken from the header of the opt file

Unfortunately, this is not the case. Here's the deposit in the header.

; trade_currency = USD
; trade_deposit = 10000
; trade_condition = 0
; trade_leverage = 500

And this is at the record.

; Pass = 1
; initial_deposit = 9206.0
; withdrawal = 0.0
; profit = -794.0
; grossprofit = 0.0
; grossloss = 794.0
; maxprofit = 0.0
; minprofit = 794.0
; conprofitmax = 0.0
; maxconprofit = 0.0
; conlossmax = 794.0
; maxconloss = 794.0
; balance_min = 9206.0
 

If you have done a character-by-character optimisation, the cache import menu is missing from the Optimisation tab.

 
The character optimisation cache is not being imported.
 
Slava:

@Slava

Any answer please ?

Forum on trading, automated trading systems and strategy tester

MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement

Alain Verleyen, 2019.11.18 18:54

This is a request to Metaquotes, I hope that at least one developer of the team can answer (sorry if he was already asked, but due to language problem I can't find answer on Russian forum).

Is it reasonable to ask for an improvement of the Strategy Tester to add the ability to test a trading situation that never happens on a demo account, but only on a real account? As it's really hard to create robust code without being able to fully test it.

This is mainly because of the centralized market (as opposed to Forex / CFD). For example, partial order filling, on a demo account this never happens (as far as I know), but on a real account on futures or equities it's a common situation. It would be very useful to have a tool to simulate such a situation.

Partial fill is just an example, if Metaquotes thinks it's a good idea to work with such features, I'm willing to centralise the ideas and provide a detailed description of such features. (Nothing specific for my own needs).

Thanks for your time and answer(s).


 

When selecting the cache import menu, a file selection window always appears with the same path: Tester\cache\*.opt.

I have to poke around every time to select file from another folder, where my opt files are located. It doesn't remember the path.


Of course, I wouldn't use this way of import if there was a possibility of drag&drop.

 
fxsaber:

Unfortunately, this is not the case. Here's the deposit in the header.

And this is at the record.

Right, trade_deposit=10000

This is the initial deposit, the same for all optimisation passes

The value of the obtained optimization criterion is written at the entry. If by balance, there will be a final balance

 
Slava:

Yes, trade_deposit=10000

This is the initial deposit that is the same for all optimization passes

The value of the obtained optimization criterion is written at the entry. If by balance, the final balance will be there

Wait, this is the initial_deposit. It has nothing to do with the optimization criterion.

When you are performing the classic optimization (not for all symbols), this field is filled with the initial deposit.


For the optimization criterion, there is another field - custom_fitness.

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